Rechercher une page de manuel
QuantLib_YoYInflationTraits
Langue: en
Version: 379209 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
QuantLib::YoYInflationTraits -Bootstrap traits to use for PiecewiseZeroInflationCurve.
SYNOPSIS
#include <ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp>
Public Types
typedef BootstrapHelper< YoYInflationTermStructure > helper
Static Public Member Functions
static Size maxIterations ()
static Date initialDate (const YoYInflationTermStructure *t)
static bool dummyInitialValue ()
static Rate initialValue (const YoYInflationTermStructure *t)
static Rate initialGuess ()
static Rate guess (const YoYInflationTermStructure *, const Date &)
static Rate minValueAfter (Size, const std::vector< Rate > &)
static Rate maxValueAfter (Size, const std::vector< Rate > &)
static void updateGuess (std::vector< Rate > &data, Rate level, Size i)
Detailed Description
Bootstrap traits to use for PiecewiseZeroInflationCurve.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre